I've seen this statue before. Most likely made in Germany in the 1930's, by the Schweig, Müller & Co glassworks.

Müller Art Deco Uranium Glass 'September Morn' Lady Figurine.

Most Uranium Glass is Depression Glass, not all Depression Glass is Uranium Glass. Uranium Glass fell out of production during the cold war due to a lack of access to uranium, however, Depression Glass was still being made, just no longer with uranium.

Now that you know more about the glass itself, you should show us the lamps and provide descriptions of the materials used, dimensions, any markings on the base or underside of the lamp itself, etc. Only then might we be able to give you additional information.